Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 8.64% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 470,952 | 470,955 | 52,153 CHF | 56,863 CHF | 100.00% | 100.00% |
12/07/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 394,605 | 394,605 | 51,788 CHF | 55,734 CHF | 98.42% | 98.42% |
11/07/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 403,718 | 403,723 | 51,839 CHF | 55,876 CHF | 99.67% | 99.67% |
10/07/2024 | 8.25% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 443,074 | 443,068 | 51,470 CHF | 55,900 CHF | 99.78% | 99.78% |
09/07/2024 | 7.51% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 405,075 | 405,074 | 51,904 CHF | 55,955 CHF | 100.00% | 100.00% |
08/07/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 431,487 | 431,486 | 50,993 CHF | 55,308 CHF | 98.99% | 98.99% |
05/07/2024 | 8.20% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 439,528 | 439,531 | 51,398 CHF | 55,793 CHF | 100.00% | 100.00% |
04/07/2024 | 8.15% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 434,236 | 434,238 | 51,095 CHF | 55,438 CHF | 98.15% | 98.15% |
03/07/2024 | 7.42% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 398,517 | 398,517 | 51,736 CHF | 55,721 CHF | 100.00% | 100.00% |
02/07/2024 | 5.86% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 314,969 | 314,969 | 52,176 CHF | 55,326 CHF | 100.00% | 100.00% |